STRATEGY VWAP MOMENTUM

20251023 (Thursday, DoW=4)

TP: 125.0 pts  |  SL: 75.0 pts  |  Hours: 00:00:00 - 22:59:59

GENERAL

Total Trades: 8

Periodo: 2025-10-23 01:51:00 - 2025-10-23 22:59:00

Exposure Days: 1

Trades per Day: 8.00

Avg Duration: 130.62 min

Median Duration: 104.00 min

PERFORMANCE

Total Profit: $-2,610.00

Avg Profit: $-326.25

Median Profit: $-420.00

Std Profit: $1,272.11

Profit Factor: 0.49

WIN/LOSS

Win Rate: 14.3%

Winners / Losers: 1 / 6 (Ratio: 1:3)

Gross Profit: $2,500.00

Gross Loss: $-5,110.00

Avg Winner: $2,500.00

Avg Loser: $-730.00

Avg Winner / Avg Loser: (Ratio: 1:3.42)

Largest Winner: $2,500.00

Largest Loser: $-1,500.00

RISK METRICS

Max Drawdown: $-2,340.00

Sharpe Ratio: -0.26

Sortino Ratio: -0.54

Ulcer Index: 73.52

EXIT REASONS

TARGET exits: 1 (12.5%)

STOP exits: 2 (25.0%)

EOD exits: 1 (12.5%)

LONG ENTRIES (BUY)

Total LONG: 4

Win Rate: 0.0%

Winners / Losers: 0 / 0 (Ratio: N/A)

Total P&L: $1,715.00

Avg P&L: $428.75

SHORT ENTRIES (SELL)

Total SHORT: 4

Win Rate: 0.0%

Winners / Losers: 0 / 0 (Ratio: N/A)

Total P&L: $-4,325.00

Avg P&L: $-1,081.25

CUMULATIVE P&L